+39.3%
ASML vs ESTC
-2.5%
+41.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.2% | +2.8% | +5.0% |
| 7D | -9.0% | -11.5% | +2.5% | -9.1% |
| 30D | -21.0% | -7.5% | -13.4% | -20.8% |
| 3M | -16.3% | +23.1% | -39.4% | -15.4% |
| 6M | -7.5% | +75.3% | -82.8% | -5.9% |
| YTD | +34.0% | +14.1% | +19.9% | +43.9% |
| 1Y | +39.3% | -0.6% | +39.9% | +54.1% |
| All | +39.3% | -2.5% | +41.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling